In this paper, a new method without any tradition assumption to estimate the utility harmonic impedance of a point of common coupling (PCC) is proposed. But, the existing estimation methods usually are built on some assumptions, such as, the background harmonic is stable and small, the harmonic impedance of the customer side is much larger than that of utility side, and the harmonic sources of both sides are independent. However these assumptions are unpractical to modern power grid, which causes very wrong estimation. The proposed method first uses a Cauchy Mixed Model (CMM) to express the Norton equivalent circuit of the PCC because we find that the CMM can right fit the statistical distribution of the measured harmonic data for any PCC, by testing and verifying massive measured harmonic data. Also, the parameters of the CMM are determined by the expectation maximization algorithm (EM), and then the utility harmonic impedance is estimated by means of the CMM’s parameters. Compared to the existing methods, the main advantages of our method are as follows: it can obtain the accurate estimation results, but it is no longer dependent of any assumption and is only related to the measured data distribution. Finally, the effectiveness of the proposed method is verified by simulation and field cases.